S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3022	2.92
$α$	0.2866	3.24
$β$	0.2284	1.93
$γ_{1}$	1.5294	2.97
$γ_{2}$	-1.8349	-2.63
$γ_{3}$	-0.6021	-1.04
$γ_{4}$	1.7883	2.71
$γ_{5}$	-1.4870	-2.24
$γ_{6}$	1.0753	1.86
$γ_{7}$	-0.3671	-0.64
$γ_{8}$	-0.4847	-0.77
$γ_{9}$	0.5695	1.04

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Patties Foods Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Patties Foods Ltd Analyses